If you extend the Central Administration web application (using GUI or psconfig command) to run on multiple servers, and when you click on SharePoint Central Administration icon you're still redirected to the first SharePoint server where Central Administration is hosted.
The URL has to be changed via registry on all SharePoint servers to fix this.
To change the URL for SharePoint Central Administration URL:
1) Open Registry editor
2) Backup the registry before making changes
3) Go to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Shared Tools\Web Server Extensions\14.0\WSS and change the value of CentralAdministrationURL to the new URL